LockCL3 Arbitrage

Modification of CL2 strategy that allows to combine accounts with favorable and unfavorable conditions for arbitrage.

Key difference is that CL2 enters arbitrage deals on both accounts and after each 2-nd signal opens hedging positions on the same account.

CL3 does not open hedging positions on the same account and enters arbitrage deals only on one of the accounts, which is set as active, passive account is used only to keep a hedging position.

To set account as 'passive' you need to uncheck Allow arbitrage checkbox in strategy settings tab.

Instruments and orders parameters and strategy settings are completely the same with Lock CL2 strategy.

Enabled - controls if the instrument is allowed to trade or not.

Name – instrument name on feeder.

Lot size 1 – lot size to be traded on the left side account.

Lot size 2 - lot size to be traded on the right side account.

Digits – how much digits instrument has in decimals.

Spread SL - please check this box if you want to calculate Stop Los like percent from the spread.

S/L – hidden stop loss for the position in points, if box "Spread SL" is not checked and in percent from the spread, if box "Spread SL" is checked.

T/P – hidden take profit for the position.

Min profit – how much profit the order should get (in points) for system to start trailing on this position.

Pips for Min Profit – reserved, not used.

Trail distance – the distance (in points) that is used for trailing on position.

Trailing units - Points / Present . The software can calculate trailing stop in points or like percent from instrument's price.

Order lifetime – the maximum time the position can be opened.

Slippage 1 – for instant execution brokers or FIX API brokers if you use limit orders - maximum allowed distance from requested price for the left side account.

Slippage 2 – for instant execution brokers or FIX API brokers if you use limit orders - maximum allowed distance from requested price for the right side account.

Commissions1 - you can set commissions for round turn for your left side account.

Commissions2 - you can set commissions for round turn for your right side broker.

Diff calculation method - please select one of 3: Standard, Reversed, SpreadCorrected.

Standard

BuyDiff = FastAsk - SlowAsk

SellDiff = SlowBid - FastBid

Reversed

BuyDiff = FastBid - SlowBid

SellDiff = SlowAsk - FastAsk

SpreadCorrected

BuyDiff = (FastBid - SlowAsk)

SellDiff = (SlowBid - FastAsk)

Include spread - check this box if you want to include the spread for differ to open calculation. The slow broker's spread will be extracted from the difference to open.

Diff to open – distance between price on slow and fast to open the position.

Units - select units points or percent for difference to open calculation. the percent is useful for crypto currencies arbitrage.

Max spread slow 1 - maximum allowed spread for the left side broker.

Max spread slow 2 - maximum allowed spread for the right side broker.

Max spread slow -

Max spread Fast - maximum allowed spread for the fast feed.

Bid offset 1 - constant distance between bid on fast and bid on the slow left side broker (in points)

Bid offset 2 - constant distance between bid on fast and bid on the slow right side broker (in points)

Ask offset 1 - constant distance between ask on fast and ask on the slow left side broker (in points)

Ask offset 2 - constant distance between ask on fast and ask on the slow right side broker (in points)

Offset Calc – controls if the offset recalculation is used on instrument or not.

Comment - internal identifier. The comment should be different for similar instruments.

Diff limit – maximum allowed difference for arbitrage signal.

Curr Diff 1- current difference for between fast feed and the left side broker.

Curr Diff 2- current difference for between fast feed and the right side broker.

Max Diff 1 – the maximum difference between the fast feed and the left side broker that was detected during software was running.

Max Diff 2 – the maximum difference between the fast feed and the right side broker that was detected during software was running.

Curr Spread Slow 1 – current spread on the left side broker (in points)

Curr Spread Slow 2 – current spread on the right side broker (in points)

Curr Spread Fast – current spread on feeder (in points)